VARXResult.k_exog#

property VARXResult.k_exog: int[source]#

Number of exogenous variables.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> y, x = rng.standard_normal((120, 2)), rng.standard_normal((120, 3))
>>> VARX(y, x, order=1).fit().k_exog
3